SNOW Options History — March 2023 In March 2023, SNOW traded between $131.21 and $155.23. ATM implied volatility averaged 54.9%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 9.7% (HV 20d: 64.5%). Max pain ranged from $145.00 to $155.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.78.
Notable Days 2023-03-02 : Highest Volume — 249,465 contracts2023-03-02 : Largest IV drop — 18.9% change2023-03-01 : Highest IV Rank — 19.2%2023-03-01 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $139.76 $131.21 $155.23 $155.23 $152.91 Max Pain $148.70 $145.00 $155.00 $155.00 $145.00 ATM IV 54.9% 51.3% 67.1% 67.1% 51.3% Expected Move 15.7% 14.2% 22.1% 22.1% 14.2% HV 20d 64.5% 44.5% 75.2% 66.8% 49.8% HV 60d 64.2% 61.8% 66.8% 61.8% 64.9% IV Rank 5.1% 0.0% 19.2% 19.2% 0.0% IV Percentile 3.7% 0.0% 29.4% 29.4% 0.0% Term Structure 0.3% -1.7% 1.8% -0.8% 1.3% VWIV 55.1% 49.9% 77.7% 77.7% 51.4% Skew 25d 5.4% 3.2% 7.3% 4.3% 4.5% Skew 10d 10.3% 6.6% 13.7% 8.4% 8.5% Call IV 25d 52.5% 48.9% 65.2% 65.2% 48.9% Put IV 25d 57.9% 53.2% 69.5% 69.5% 53.4% Bid-Ask Spread % 3.71 2.28 6.57 6.33 3.15 Gamma HHI 0.05 0.03 0.12 0.05 0.05 Net GEX -2.2M -23.5M 17.5M 3.7M 17.5M Net DEX 130.0M -636.2M 585.4M -137.0M -636.2M Net VEX -5.7M -6.4M -4.9M -6.1M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.48 1.41 0.91 0.50 Total Volume 63,040.391 26,465 249,465 74,855 140,909 Total OI 331,754.913 280,483 393,583 296,477 339,651
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $155.23 $155.00 67.1% 22.1% 66.8% 19.2% 77.7% 4.3% -0.8% 3.7M -137.0M -6.1M 0.91 6.33 N/A N/A 39,167 35,688 156,277 140,200 2023-03-02 $137.00 $155.00 54.4% 15.9% 75.2% 0.0% 55.9% 4.5% -1.0% -23.5M 585.4M -4.9M 0.86 3.31 N/A N/A 133,788 115,677 174,445 162,617 2023-03-03 $141.70 $150.00 51.5% 15.0% 72.9% 0.0% 53.0% 3.5% -0.6% 101.9K 82.9M -5.6M 0.96 6.31 N/A N/A 66,976 64,149 206,243 187,340 2023-03-06 $142.94 $150.00 51.4% 14.6% 69.4% 0.0% 51.3% 3.5% 0.1% -2.7M 93.7M -5.6M 0.74 2.41 N/A N/A 24,303 17,995 167,757 160,986 2023-03-07 $142.13 $150.00 51.9% 14.9% 68.2% 0.9% 52.3% 3.4% 0.1% -4.2M 124.6M -5.6M 0.99 2.28 N/A N/A 17,569 17,369 172,679 165,308 2023-03-08 $142.80 $150.00 51.5% 14.5% 67.7% 0.1% 52.0% 3.2% 0.0% -3.3M 101.0M -5.6M 0.94 2.74 N/A N/A 17,036 15,934 176,866 168,765 2023-03-09 $136.19 $150.00 53.7% 15.3% 69.3% 3.7% 53.9% 4.3% 0.1% -12.6M 374.1M -5.3M 1.13 3.56 N/A N/A 23,143 26,083 180,735 171,620 2023-03-10 $131.21 $150.00 57.3% 16.2% 68.9% 9.4% 56.0% 5.2% -0.4% -21.8M 573.2M -5.0M 1.41 4.13 N/A N/A 42,428 59,785 184,492 172,891 2023-03-13 $138.37 $150.00 59.3% 16.6% 71.6% 12.6% 58.1% 6.2% -1.7% -6.4M 255.8M -5.8M 0.65 3.66 N/A N/A 30,904 20,053 168,111 167,800 2023-03-14 $138.62 $150.00 56.9% 16.1% 70.0% 8.8% 54.7% 7.2% -0.6% -4.8M 238.8M -5.8M 0.93 3.82 N/A N/A 25,931 24,004 176,373 171,208 2023-03-15 $139.24 $150.00 57.7% 16.4% 65.9% 10.1% 58.3% 6.6% -0.9% -747.7K 149.2M -5.8M 0.97 3.66 N/A N/A 16,702 16,123 181,358 169,303 2023-03-16 $138.89 $150.00 54.6% 15.5% 65.2% 5.1% 54.7% 6.1% -0.7% -170.1K 168.0M -5.6M 0.48 3.28 N/A N/A 30,430 14,489 184,091 171,116 2023-03-17 $135.22 $150.00 58.0% 16.6% 62.7% 10.5% 57.8% 7.3% -0.3% -10.2M 299.3M -5.6M 0.81 2.73 N/A N/A 25,344 20,549 191,910 171,039 2023-03-20 $134.64 $150.00 55.7% 15.9% 59.0% 6.9% 55.2% 6.6% 0.7% -3.3M 202.7M -5.5M 0.69 2.87 N/A N/A 15,627 10,838 143,758 136,725 2023-03-21 $141.72 $150.00 52.6% 15.1% 62.4% 2.0% 53.2% 5.9% 1.3% 5.4M -35.5M -5.8M 0.71 3.01 N/A N/A 23,092 16,309 149,849 141,031 2023-03-22 $137.22 $145.00 53.4% 15.3% 63.2% 3.3% 53.4% 6.2% 0.7% 1.7M 108.5M -5.7M 0.67 4.70 N/A N/A 21,477 14,382 156,251 146,617 2023-03-23 $140.59 $145.00 56.0% 16.0% 63.9% 7.3% 56.8% 5.8% 1.7% 9.8M -36.7M -6.1M 0.60 3.01 N/A N/A 38,726 23,207 164,135 151,874 2023-03-24 $137.06 $145.00 55.8% 15.8% 63.6% 7.0% 55.6% 6.1% 1.7% -6.1M 121.5M -5.9M 0.60 6.57 N/A N/A 30,411 18,298 171,011 158,594 2023-03-27 $135.84 $145.00 54.5% 15.2% 61.4% 5.0% 53.7% 6.3% 1.3% -2.3M 169.2M -5.7M 0.66 4.55 N/A N/A 19,267 12,802 155,890 146,920 2023-03-28 $135.34 $145.00 53.5% 14.8% 61.4% 3.4% 51.8% 6.3% 1.8% -2.9M 189.9M -5.7M 0.59 4.40 N/A N/A 16,976 10,099 163,345 152,010 2023-03-29 $137.30 $145.00 51.7% 14.2% 61.5% 0.6% 50.1% 5.8% 1.4% 857.5K 115.4M -5.7M 0.64 2.41 N/A N/A 20,268 13,050 167,667 155,139 2023-03-30 $142.31 $145.00 51.6% 14.2% 44.5% 0.4% 49.9% 4.9% 1.6% 14.9M -117.2M -6.0M 0.62 2.46 N/A N/A 38,679 23,893 170,729 157,637 2023-03-31 $152.91 $145.00 51.3% 14.2% 49.8% 0.0% 51.4% 4.5% 1.3% 17.5M -636.2M -6.4M 0.50 3.15 N/A N/A 93,977 46,932 178,013 161,638
« Feb 2023 | All History | Apr 2023 » Home SNOW History March 2023